Information and dynamic trading with the Gambler's fallacy

DOI10.1007/s11579-021-00305-1zbMath1497.91286OpenAlexW4220997798MaRDI QIDQ2155556

Si Chen

Publication date: 15 July 2022

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-021-00305-1

zbMATH Keywords

informationequilibriumheterogeneous beliefsGambler's fallacy

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial markets (91G15)

Cites Work

• Unnamed Item
• The gambler's fallacy and the hot hand: empirical data from casinos
• The perception of randomness
• The Gambler's and Hot-Hand Fallacies: Theory and Applications
• An Intertemporal Capital Asset Pricing Model
• Inference by Believers in the Law of Small Numbers
• Analysis of Financial Time Series

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